Anic Equity¶

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Total return since start: 0.556 %¶

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Equity now: -----------------------------> 47529.33 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46131.34 Kr¶

PnL: ---------------------------------------> -757.23 Kr¶

DD now: ---------------------------------> -2.263 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 15:40:42.898728'

Anic Portfolio¶

Today¶

Return: 0.464 %¶

This Week¶

Return: -0.801 %¶

Total¶

Return: 55.599 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.160000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 0.880000 2796.500000 160.500000 6.090000 2636.000010
HMS Networks 2 -0.660000 785.600000 112.600000 16.730000 673.000000
Nordea Bank Abp 29 0.850000 3513.060000 59.060000 1.710000 3453.999992
SAAB B 8 -0.280000 3433.600000 56.600000 1.680000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 2.920000 401.200000 46.200000 13.010000 355.000000
MedCap 2 0.650000 466.000000 45.000000 10.690000 421.000000
Resurs Holding 22 2.300000 607.420000 33.420000 5.820000 573.999998
Boozt 12 0.790000 1684.800000 30.800000 1.860000 1653.999996
Corem Property Group B 59 0.690000 602.980000 25.980000 4.500000 576.999999
Swedbank A 3 2.190000 588.450000 24.450000 4.340000 564.000000
AcadeMedia 12 0.250000 580.080000 23.080000 4.140000 557.000004
OEM International B 7 0.000000 546.000000 18.000000 3.410000 527.999997
Intrum 4 -0.220000 543.600000 16.600000 3.150000 527.000000
Securitas B 6 1.500000 584.760000 14.760000 2.590000 570.000000
Eastnine 4 0.160000 504.800000 13.800000 2.810000 491.000000
Norva24 Group 16 -0.170000 552.960000 9.960000 1.830000 543.000000
Samhällsbyggnadsbo. i Norden D 12 2.920000 253.920000 7.920000 3.220000 246.000000
Creaspac SPAC 6 0.310000 582.600000 5.600000 0.970000 577.000002
Fastighetsbolag. Emilshus Pref 21 -1.460000 567.000000 5.000000 0.890000 562.000005
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Coor Service Management Hold. 8 0.070000 536.000000 4.000000 0.750000 532.000000
Handelsbanken A 5 0.280000 541.500000 -4.500000 -0.820000 546.000000
Midsona B 63 -0.220000 567.000000 -16.000000 -2.740000 582.999984
International Petroleum Corp. 5 4.080000 574.500000 -20.070000 -3.380000 594.565215
CTEK 13 -3.280000 513.240000 -20.760000 -3.890000 533.999999
Essity B 2 -1.380000 541.600000 -32.400000 -5.640000 574.000000
Essity A 4 -0.730000 1090.000000 -59.000000 -5.130000 1149.000000
Vivesto 1368 -1.230000 547.200000 -65.800000 -10.730000 612.999432
Sampo Oyj SDB 7 0.560000 3780.000000 -70.000000 -1.820000 3850.000000
Fasadgruppen Group 35 1.940000 3682.000000 -129.000000 -3.380000 3810.999990
Beijer Electronics Group 26 0.740000 2823.600000 -147.400000 -4.960000 2971.000006
OX2 18 1.520000 1440.000000 -224.000000 -13.460000 1663.999992
Axfood 13 0.490000 3485.300000 -270.700000 -7.210000 3756.000001
Ovzon 52 0.190000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 46145.170000 -743.400000 -2.2347% 46888.564618

Updated:¶

'2023-01-27 15:40:04.659002'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶